Frostig, E. , (2001), A Comparison between Homogenous and Heterogeneous Portfolios, Insurance: Mathematics and Economics, Vol. 29, no. 1, p. 59-71,
. Frostig, E. Insurance: Mathematics and Economics, Vol. 29, no. 3, p. 319-332, 2001, (2001), . Comparison of portfolios which depend on multivariate Bernoulli random variables with Fixed Marginals, . Insurance: Mathematics and Economics, Vol. 29, no. 3, p. 319-332,
Barron, Y., Frostig, E., and Levikson, B. , (2006), Analysis of R out of N system with several repairmen, Exponential life times and phase type repair times: An algorithmic approach, European Journal of Operational Research, Vol. 169, No. 1, p. 202-225,
Denuit, M., and Frostig, E. , (2006), Heterogeneity and the need for capital in the individual model, Scandinavian Actuarial Journal,
Frostig, E., Kenzin, M. , (2009), Availability of inspected systems subject to shocks - a matrix algorithmic approach, European Journal of Operational Research ., 193, 168-183,
Frostig, E., Keren-Pinhasic, A. , (2017), ). Parisian ruin in the dual risk model with applications to G/M/1 queue, Queueing Systems, 86, 261-275,
Boxma, O, Frostig, E., Palmowski, Z., (2022), A dual risk model with additive and proportional gains: ruin probability and dividend, Advances in Applied Probability,
Grants & Awards
ISF 2009-2012 "On the threshold dividend model for Markov modulated Levy processes". ( 78000 NIS per year)
ISF 2018-2021 ISF "On the expected discounted cost functions for production/inventory and risk models". (140,000 NIS per year)
ISF 2024-2028 "Risk equity and risk dependence" (130000 NIS per year).
